Portfolio Construction - Assignment

Running head: PORTFOLIO CONSTRUCTION
Portfolio Construction
Name of the Student:
Name of the University:
Author Note:

PORTFOLIO CONSTRUCTION1
Table of Contents
Introduction:...............................................................................................................................2
Discussion:.................................................................................................................................2
Selection of the Stocks:..........................................................................................................2
Review of various Literature:.................................................................................................4
Limitations of Efficient Market Hypothesis:.........................................................................6
References:.................................................................................................................................7

PORTFOLIO CONSTRUCTION2
Introduction:
The following report is the construction and maintaining of a portfolio consisting of
stocks of the Singapore stock exchange. The stocks have been chosen using a stock screener
and a portfolio comprising of the stocks is constructed. The shares for the portfolio are
bought and the relevant taxes and duties which are applicable are paid for the investment
(Dhrymes 2017).
Discussion:
Selection of the Stocks:
The stocks selected for the portfolio are trading at the Singapore Stock exchange and
the historical returns for the stock is taken for a period of Five years. The historical price of
the stocks are taken as weekly data for the simplification of the calculations. Thus the stocks
which had been used for the selection of the portfolio are provided in the following points.
 Capitaland Mall Trust
 Challenger Technologies
 DBS group Holdings
 Comfort Del Gro
 First Reit
 Frasers
 Haw Par
 Hong Kong Land
 Ifast
 Micro Mechanics
 Raffles